Picked up this little gold nugget on Allrecipes.com (I think)--
Refrigerate the brownies before you cut them. They cut all nice & smooth, that thin little top layer doesn't get all over the place, and your knife stays way more clean. Alton Brown recomments de-panning them and using a pizza cutter, which I've tried and had decent success with...but in my experience, refrigeration gives the greatest flexibility in utensil choice, and therefore is the ultimate in brownie cutting manageability.
Once they're cut you can warm them back up, or eat them cold. Or maybe put some ice cream on them, or something.
Obviously it's longer to wait for awesomely-awesome brownie goodness, but in most cases it's totally worth it. Yum...